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U.S. Department of Energy
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Contributions to approximate computation of power generating system reliability indexes

Thesis/Dissertation ·
OSTI ID:5690467
Several extensions of Esscher's large deviation method, especially the problem of determining the reliability of interconnected systems where the two system loads are correlated, are investigated. Several alternative algorithms obtained from the simple extensions using saddlepoint approximation turn out to be as effective as the original large deviation method in evaluating system reliability and production costs. With the use of the first-order of the bivariate tetrachoric series expansions for the bivariate normal distribution, the large deviation method is extended to approximate the loss-of-load probability indexes for interconnected systems. Numerical results indicate the accuracy of the bivariate version of the large deviation technique in providing accurate estimates for the generation reliability of interconnected systems. Another topic investigated was development of the large-deviation method in production costing context where multiple-block dispatching is considered. In this situation, different blocks of a given unit are not statistically independent. Also examined was an enhancement to the computational performance of the large deviation method in the production costing framework. The large deviation approach to production costing is found to be quite effective when a mixture of normal approximation is used as well as for the multiple-block dispatching situation.
Research Organization:
Pittsburgh Univ., PA (USA)
OSTI ID:
5690467
Country of Publication:
United States
Language:
English